+10.5%
MDT vs EXE
-23.9%
+34.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.0% | +1.8% |
| 7D | +1.0% | +5.3% | -4.3% | +0.8% |
| 30D | +9.2% | -2.2% | +11.4% | +9.2% |
| 3M | +14.5% | -5.9% | +20.4% | +14.9% |
| 6M | +37.3% | -5.7% | +43.0% | +38.1% |
| YTD | +9.8% | -17.8% | +27.7% | +11.9% |
| 1Y | +10.5% | -23.1% | +33.7% | +14.2% |
| All | +10.5% | -23.9% | +34.5% | +14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded EXE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling